+298.8%
CSCO vs PENG
+520.3%
-221.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -23.0% | +15.4% | -4.1% |
| 7D | -11.9% | -36.7% | +24.8% | -6.0% |
| 30D | -18.8% | -42.0% | +23.2% | -12.7% |
| 3M | -21.2% | -33.2% | +12.0% | -17.6% |
| 6M | +1.9% | +2.1% | -0.2% | -2.0% |
| YTD | +26.1% | +90.3% | -64.2% | +9.6% |
| 1Y | +34.7% | +67.7% | -33.0% | +19.0% |
| 3Y | +94.0% | +154.2% | -60.2% | +53.1% |
| 5Y | +91.6% | +28.3% | +63.3% | +58.9% |
| All | +298.8% | +520.3% | -221.6% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling